Projects per year
Personal profile
Biography
Giovanni is a Professor at the Department of Economics.
He completed a Ph.D. in Economics and Econometrics at the University of York (UK). Before joining Monash University, he held positions at the School of Business and Economics of the University of Exeter, at the Department of Economics of the University of Glasgow, and at the Department of Economics and Management of the University of Padua.
His main research interests are in the fields of macroeconomics and time series econometrics. His research has been published, among others, in: Journal of Econometrics, Journal of Monetary Economics, Economic Journal, Journal of Applied Econometrics.
More information can be found on his personal webpage.
Research interests
Applied Time Series Econometrics, Macroeconomics
Supervision interests
Measuring uncertainty
Estimating the macroeconomic effects of financial and uncertainty shocks
The interaction of fiscal and monetary policy
The determinants of systemic crises
Multi-layer factor models
Monash teaching commitment
Monetary Economics
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Bank stocks and the propagation of financial shocks in the long run
Contessi, S., Caggiano, G. & Yang, S.
1/01/23 → 31/12/23
Project: Research
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The macroeconomic effects of global uncertainty
Castelnuovo, E. (Primary Chief Investigator (PCI)) & Caggiano, G. (Chief Investigator (CI))
4/05/17 → 31/12/18
Project: Research
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Uncertainty, financial frictions and the Australian business cycle
Caggiano, G. (Primary Chief Investigator (PCI)), Castelnuovo, E. (Chief Investigator (CI)) & Modugno, M. (Partner Investigator (PI))
Australian Research Council (ARC)
28/06/19 → 21/04/22
Project: Research
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Are fiscal multipliers estimated with proxy-SVARs robust?
Angelini, G., Caggiano, G., Castelnuovo, E. & Fanelli, L., Feb 2023, In: Oxford Bulletin of Economics and Statistics. 85, 1, p. 95-122 28 p.Research output: Contribution to journal › Article › Research › peer-review
6 Citations (Scopus) -
Global financial uncertainty
Caggiano, G. & Castelnuovo, E., Apr 2023, In: Journal of Applied Econometrics. 38, 3, p. 432-449 18 p.Research output: Contribution to journal › Article › Research › peer-review
11 Citations (Scopus) -
Uncertainty and monetary policy during the great recession
Pellegrino, G., Castelnuovo, E. & Caggiano, G., May 2023, In: International Economic Review. 64, 2, p. 577-606 30 p.Research output: Contribution to journal › Article › Research › peer-review
9 Citations (Scopus) -
Uncertainty and monetary policy in good and bad times: a replication of the vector autoregressive investigation by Bloom (2009)
Caggiano, G., Castelnuovo, E. & Nodari, G., Jan 2022, In: Journal of Applied Econometrics. 37, 1, p. 210-217 8 p.Research output: Contribution to journal › Article › Research › peer-review
15 Citations (Scopus) -
Financial uncertainty and real activity: the good, the bad, and the ugly
Caggiano, G., Castelnuovo, E., Delrio, S. & Kima, R., Jul 2021, In: European Economic Review. 136, 14 p., 103750.Research output: Contribution to journal › Article › Research › peer-review
32 Citations (Scopus)